+589.7%
NTAP vs SMTC
+382.5%
+207.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.3% | +1.4% |
| 7D | -2.4% | +12.9% | -15.3% | -5.9% |
| 30D | -23.4% | -25.6% | +2.1% | -18.2% |
| 3M | -7.5% | -4.5% | -3.0% | -8.6% |
| 6M | +56.4% | -8.3% | +64.7% | +51.4% |
| YTD | +73.6% | +69.9% | +3.7% | +39.0% |
| 1Y | +68.4% | +73.9% | -5.5% | +33.4% |
| 3Y | +150.6% | +757.7% | -607.1% | +2.6% |
| 5Y | +122.5% | +38.7% | +83.7% | +63.9% |
| 10Y | +589.7% | +376.1% | +213.6% | +264.3% |
| All | +589.7% | +382.5% | +207.2% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling